Q: El Capitan upgrade/Office for MAC 2008 Home & Student version

After upgrading to El Capitan and when opening Word documents, I get the popup window:

     Do you want the app "Microsoft Word application" to accept incoming network connections?

     Clicking DENY may limit the application's behavior. This setting may be changed in the

     Firewall pane of Security and Privacy preferences

My Firewall is turned ON.  Should it be turned OFF?